The only way to buy the 2 new boxes it is to suscribe?
No, you can order the boxes individually from Paizo and other sellers, or you can wait for it to be available closer. (I'm in the US so I don't know what all options are good for you. :(
How the subscription work? I try this, but in the cart i have the choice beetween ultimate wilderness (who i already have), the core set and the crimson of throne.
Right, you can choose which product you want to be your first under the subscription. Typically it offers the most recently already released one (Ultimate Wilderness) and the next scheduled one (the Core Set, street date in a couple of days).
The old way the Card Game was released (with each Adventure Path being one large box and a bunch of small ones) led to a third option: only the small boxes. This let people get the major box locally (saving on shipping costs) but still get all of the promo cards. I believe that's why you can also choose Crimson Throne as your start item.
With the very expensive transport cost, subscribe it is not interesting for an European?
That's a common complaint. Honestly, if you don't care about the promo cards then don't get the sets from Paizo.
How about de the compatibily with the class deck? All the class deck are compatible with this new version?
You can still use the Class Decks with the new set. There's a quick set of rules in the Core Set rulebook for using old cards in new games. They're also planning to put out a list of rules for specific cards and card types that need them.